+47.2%
SIEB vs VT
+223.7%
-176.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.4% |
| 7D | -8.1% | +0.4% | -8.5% | -8.9% |
| 30D | -19.9% | -2.6% | -17.3% | -17.8% |
| 3M | +8.4% | -3.2% | +11.6% | +11.4% |
| 6M | +2.3% | +0.9% | +1.3% | -0.5% |
| YTD | -48.4% | +11.3% | -59.7% | -55.7% |
| 1Y | -31.4% | +14.0% | -45.4% | -42.8% |
| 3Y | -1.1% | +75.8% | -76.9% | -51.5% |
| 5Y | -42.2% | +57.8% | -100.0% | -67.5% |
| 10Y | +47.2% | +219.8% | -172.6% | -56.0% |
| All | +47.2% | +223.7% | -176.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling